| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 3 | 2.9 | 47 | 1 | 6 | (3) | (8) | 0 | 85 |
| 60 | 2 | 2 | 45 | 0 | 5 | (2) | (8) | 0 | 93 |
| 120 | 2 | 2.3 | 51 | 0 | 4 | (3) | (19) | 0 | 92 |
| 250 | 3 | 3.1 | 53 | 1 | 5 | (3) | (20) | 0 | 94 |
| 500 | 5 | 3.2 | 56 | 2 | 7 | (4) | (49) | (1) | 93 |
| 760 | 4 | 2.7 | 53 | 1 | 6 | (4) | (49) | (1) | 94 |
| 1260 | 4 | 2.6 | 53 | 1 | 7 | (4) | (49) | (1) | 94 |
| 2520 | 5 | 2.2 | 52 | 2 | 9 | (6) | (105) | (4) | 94 |
| All | 4 | 1.8 | 51 | 1 | 9 | (6) | (111) | (4) | 94 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0.2 | 0.6 | 0.3 | 0.2 | 0 | 0.7 | 0.5 | 0.4 | 0.3 | 0.2 | 0.3 | 0.2 | 4 | 2.6 | 52.6 | 239 | (0.3) | (0.7) | 0.6 | 0.2 |
| 2017 | 0.3 | 0.2 | 0.3 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.9 | 2.9 | 51.2 | 86 | (0.1) | (0.3) | 0.5 | 0.2 |
| 2016 | 0 | 1.3 | 0.5 | 0.3 | 0 | 1.5 | 0.5 | (0.1) | 0.4 | (0.2) | 0.3 | 0.1 | 4.6 | 3.1 | 53.9 | 236 | (0.3) | (0.4) | 0.6 | 0.2 |
| 2015 | 0.2 | 0.4 | 0.2 | 0 | 0 | 0.5 | 1 | 2 | 0.3 | 0.6 | 0.3 | (0.3) | 5.2 | 2.9 | 54.7 | 227 | (0.5) | (0.7) | 0.5 | 0.2 |
| 2014 | (0.1) | 0.5 | 0.2 | 0.5 | 0.3 | 0.2 | (0.1) | 0.3 | 0.1 | (0.2) | 0 | 0.7 | 2.4 | 1.7 | 51.6 | 246 | (0.3) | (1.2) | 0.7 | 0.2 |
| 2013 | 0.5 | 0.4 | 0.5 | 0.3 | 0.4 | (0.1) | 0.3 | (0.3) | 0.4 | 0.5 | 0.2 | 0.4 | 3.5 | 2.7 | 54.1 | 245 | (0.3) | (0.5) | 0.6 | 0.3 |
| 2012 | 0.4 | 0.3 | 0.3 | 0.1 | (0.5) | 1.2 | 0.8 | 0.1 | 0.5 | 0.4 | 0.5 | 0.1 | 4.2 | 2.7 | 48.8 | 241 | (0.3) | (0.8) | 0.7 | 0.2 |
| 2011 | 0.2 | 0.2 | 0.2 | 0.8 | 0 | 0 | 0.3 | 0.5 | 1 | 1.4 | 0.8 | 0.6 | 6 | 2.6 | 54.4 | 228 | (0.5) | (1.5) | 0.6 | 0.2 |
| 2010 | (0.2) | 0.7 | 0.4 | 0.1 | 0.5 | (0.2) | 1.9 | (0.4) | 1 | 0.4 | 0.1 | 0.8 | 5.1 | 2.2 | 50.4 | 240 | (0.6) | (1.1) | 0.7 | 0.2 |
| 2009 | 0.6 | (0.2) | 1.6 | 1.3 | 0.2 | 0.5 | 0.8 | 0.4 | 0.9 | 0.4 | 0.6 | 0.1 | 7.2 | 2.6 | 56.6 | 237 | (0.7) | (1.9) | 0.7 | 0.2 |
| 2008 | (0.7) | 0.6 | 1 | 1.4 | 0.6 | (0.5) | 0.8 | 0.7 | (0.5) | 2.2 | 2.4 | 1.4 | 9.4 | 2.1 | 50.2 | 230 | (1.1) | (3.9) | 0.7 | 0.2 |
| 2007 | 0.2 | 0 | 0.3 | 0.5 | 0.4 | 0.4 | 0.4 | (0.2) | 0.1 | 0.2 | 0.2 | 0 | 2.5 | 1.6 | 52.2 | 235 | (0.5) | (0.9) | 0.6 | 0.2 |
| 2006 | 0.6 | 0.1 | 0.3 | 0.1 | (0.4) | 0.6 | 0.1 | 0.1 | 0.3 | 0.1 | 0.1 | 0.3 | 2.3 | 1.8 | 50.2 | 247 | (0.3) | (0.8) | 0.5 | 0.2 |
| 2005 | (0.3) | 0.4 | (0.6) | 0 | 0.4 | 0.2 | 0.3 | 0 | 0 | (0.2) | 0 | (0.2) | 0 | (0.1) | 46.5 | 238 | (0.2) | (1) | 0.6 | 0.3 |
| 2004 | 0.2 | 0.3 | 0.5 | (0.2) | 0.1 | 0.2 | (0.6) | 0.2 | 0.2 | 0.7 | 0.3 | 0.4 | 2.3 | 1.9 | 53.6 | 245 | (0.3) | (1) | 0.7 | 0.3 |
| 2003 | 0.7 | 0.3 | 1.2 | 1.1 | 0.6 | 0.6 | 0.4 | 0.8 | 0.1 | 0.7 | 0.5 | 0.6 | 7.6 | 3.7 | 55.6 | 241 | (0.4) | (1) | 0.7 | 0.3 |
| 2002 | (0.4) | 0.1 | 0.5 | (0.6) | 0.3 | (0.4) | 0.3 | 0.8 | (0.9) | 0.5 | 0.8 | (0.5) | 0.5 | 0.2 | 43.3 | 249 | (0.6) | (2.2) | 0.6 | 0.3 |
| 2001 | 0.2 | (1.1) | (0.5) | 2 | 0.6 | (0.1) | 0.5 | (0.7) | (2.3) | 0 | 0.4 | 0.2 | (0.8) | (0.3) | 44.9 | 244 | (1.1) | (3.8) | 0.5 | 0.2 |
| 2000 | 0.1 | 0.5 | 1.2 | 1.4 | 0.7 | 0.8 | 0 | 0.2 | (0.6) | (1.1) | (0.3) | 1 | 3.9 | 1.6 | 45.9 | 229 | (0.6) | (2.4) | 0.5 | 0.2 |